Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347036.1308 | 366016.1833 | -18980.0525 | 130302.9823 | 322975.9574 | -192672.9752 |
Total P&L (%) | 347.0361 | 366.0162 | -18.9801 | 130.303 | 322.976 | -192.673 |
Avg Daily Profit (%) | 0.2457 | 0.2591 | -0.0134 | 0.0591 | 0.1022 | 0 |
Buy And Hold Return (%) | 83.4882 | 83.4882 | 83.4882 | 83.4882 | 83.4882 | 83.4882 |
Max Trade Drawdown | -151740 | -100983 | -131945 | -933278 | -661666 | -488753 |
Profit Factor | 1.8263 | 2.8732 | 0.9155 | 1.0633 | 1.3139 | 0.8129 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 42.1053 | 44.8276 | 39.2857 | 42.1053 | 44.8276 | 39.2857 |
Ratio Avg Win / Avg Loss | 2.5111 | 3.5362 | 1.4149 | 1.462 | 1.6171 | 1.2563 |
Largest Winning Trade | 193300 | 193300 | 56185 | 356360 | 356360 | 255955 |
Largest Losing Trade | -37082 | -31634 | -37082 | -304730 | -229291 | -304730 |
Avg Bars in Trades | 46 | 40 | 52 | 46 | 40 | 52 |
Avg Bars in Winners | 73 | 67 | 79 | 73 | 67 | 79 |
Avg Bars in Losers | 26 | 18 | 34 | 26 | 18 | 34 |
Bars Traded | 2642 | 1179 | 1463 | 2642 | 1179 | 1463 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173176 | 347916 | -604333 | -457331 | -59730 | -604333 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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